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Brent NealeandClaude Opus 4.6
39a6536284
- S7 Liquidity Sweep: built, tested across 6 pairs, tight SL (1.0 ATR) on GBP_JPY is Phase 2 candidate (107 trades, OOS PF 1.39, gen ratio 1.81) - S8 Order Block: built, tested on GBP_JPY (watchlist, 32 trades, OOS PF 1.55) - S9 London Session: built, tested across 8 pairs with filter experiments GBP_USD (OOS PF 1.45) and GBP_AUD filtered (OOS PF 1.94) advance to Phase 2 - Added OBV indicator to technical.py - Added GBP_NZD to engine spread/pip config - Standalone OANDA fetcher (bypasses Supabase dependency) - Fetched EUR_GBP, EUR_USD, GBP_NZD H1 data (2021-2023) - Consolidated STRATEGY_LEARNINGS.md with full Phase 1 scorecard and 11 design principles - Phase 2 roster: S7/GBP_JPY, S9/GBP_USD, S9F/GBP_AUD, S4-F/EUR_AUD, S3/GBP_JPY Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
7.4 KiB
7.4 KiB
| 1 | timestamp | strategy_id | pair | signal_direction | entry_price | sl_price | tp1_price | tp2_price | tp3_price | lot_size | confluence_score | session | spread_at_entry | atr_at_entry | adx_at_entry | rsi_at_entry | ema_50_value | ema_200_value | vwap_deviation | news_within_60min | macd_hist_at_entry | stoch_k_at_entry | distance_from_ema50_pips | candle_body_ratio | hour_of_day | day_of_week | entry_pattern | exit_price | exit_reason | exit_time | pnl_pips | pnl_dollars | hold_time_minutes | win |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2 | 2023-03-22 14:00:00+00:00 | 8 | GBP_USD | LONG | 1.2244800000000002 | 1.2222175707865157 | 1.2273021460674214 | 1.230314292134843 | 1.230314292134843 | 442002.78 | 4 | OVERLAP | 1.5 | 0.0020080973782809195 | 35.45832038677329 | 49.874897848847986 | 1.2232485769518184 | 1.2151891458238713 | -21.381893632426152 | False | 0.00010529344721736363 | 23.37981167910471 | 10.414230481816666 | 0.3080168776371834 | 14 | 2 | order_block_retest_long | 1.230314292134843 | TP3 | 2023-03-22 18:00:00+00:00 | 43.28219233128632 | 1913.0849334923237 | 240 | True |
| 3 | 2023-05-01 16:00:00+00:00 | 8 | GBP_USD | LONG | 1.2494500000000002 | 1.2449125716118696 | 1.2522471419406516 | 1.255234283881303 | 1.255234283881303 | 224605.38 | 5 | OVERLAP | 1.5 | 0.001991427960434334 | 35.26567955113568 | 37.926885935424465 | 1.2518617037364463 | 1.2474340276085725 | -36.30117485604378 | False | -0.0007858016304113169 | 14.962437876254656 | -26.017037364463036 | 0.017964071856271503 | 16 | 0 | order_block_retest_long | 1.2449125716118696 | SL | 2023-05-02 13:00:00+00:00 | -45.374283881305374 | -1019.130827338847 | 1260 | False |
| 4 | 2023-05-15 12:00:00+00:00 | 8 | GBP_USD | SHORT | 1.2505399999999998 | 1.251469989452352 | 1.2484800527382403 | 1.2462301054764806 | 1.2462301054764806 | 1084893.53 | 5 | LONDON | 1.5 | 0.0014999648411730625 | 54.22955395488137 | 61.26108010363767 | 1.2503600593086797 | 1.2546057340378016 | 6.667449805959347 | False | 0.0008755618310993214 | 85.67427360296256 | 3.6994069132023633 | 0.1771428571428615 | 12 | 0 | order_block_retest_short | 1.251469989452352 | SL | 2023-05-15 13:00:00+00:00 | -9.299894523522312 | -1008.9395398251789 | 60 | False |
| 5 | 2023-05-23 14:00:00+00:00 | 8 | GBP_USD | SHORT | 1.2418299999999998 | 1.2439309142492136 | 1.2392654287539318 | 1.2365108575078634 | 1.2365108575078634 | 475435.94 | 4 | OVERLAP | 1.5 | 0.0018363808307121632 | 42.031596243936356 | 50.17292548660545 | 1.242801486585919 | 1.2469352232735973 | 21.06727517279028 | False | -8.484559426399029e-05 | 61.45841474788716 | -7.814865859190334 | 0.16494845360817897 | 14 | 1 | order_block_retest_short | 1.2439309142492136 | SL | 2023-05-24 06:00:00+00:00 | -21.009142492138807 | -998.8501409343958 | 960 | False |
| 6 | 2023-05-31 08:00:00+00:00 | 8 | GBP_USD | SHORT | 1.2349899999999998 | 1.2377699317567117 | 1.2327803412164418 | 1.2303806824328838 | 1.2303806824328838 | 355714.36 | 5 | LONDON | 1.5 | 0.0015997725223720564 | 22.863702057385208 | 36.21599411266467 | 1.2380654629954018 | 1.239470502560731 | -2.933333333332566 | False | -0.000740643166186321 | 4.759214100200242 | -28.85462995401822 | 0.5348837209302686 | 8 | 2 | order_block_retest_short | 1.2377699317567117 | SL | 2023-05-31 13:00:00+00:00 | -27.79931756711873 | -988.8616456824396 | 300 | False |
| 7 | 2023-08-11 15:00:00+00:00 | 8 | GBP_USD | SHORT | 1.2691 | 1.2739100139189026 | 1.2659899304054871 | 1.2626898608109742 | 1.2626898608109742 | 203528.11 | 4 | OVERLAP | 1.5 | 0.0022000463963419525 | 24.56984446216598 | 46.70297555615143 | 1.2711521049518393 | 1.2747553864198977 | -13.084699391754384 | False | 0.00023840315319872062 | 37.97766019988163 | -18.621049518392496 | 0.5830815709969492 | 15 | 4 | order_block_retest_short | 1.2626898608109742 | TP3 | 2023-08-14 13:00:00+00:00 | 47.60104706720265 | 968.8151143608798 | 4200 | True |
| 8 | 2023-08-31 11:00:00+00:00 | 8 | GBP_USD | LONG | 1.26824 | 1.265185462969575 | 1.2703726851521246 | 1.2726953703042494 | 1.2726953703042494 | 323669.73 | 5 | LONDON | 1.5 | 0.0015484567680831296 | 41.0051162488583 | 42.67239948987705 | 1.2676943946769963 | 1.2666822178131132 | -6.289170226494445 | False | -0.0007924262406862155 | 22.732203217251207 | 3.5560532300360492 | 0.06358381502880454 | 11 | 3 | order_block_retest_long | 1.26706 | END | 2023-08-31 23:00:00+00:00 | -11.799999999999587 | -381.93028139998665 | 720 | False |
| 9 | 2023-05-10 16:00:00+00:00 | 8 | EUR_AUD | SHORT | 1.62144 | 1.622866211856015 | 1.6178489407199248 | 1.6140178814398496 | 1.6140178814398496 | 701158.1 | 4 | OVERLAP | 2.0 | 0.002554039520050174 | 30.775398230302613 | 50.46572201507396 | 1.62333095068362 | 1.636724187081574 | 12.559270001797351 | False | 0.0001712410976385854 | 79.36215884697937 | -16.509506836199783 | 0.0970873786407788 | 16 | 2 | order_block_retest_short | 1.622866211856015 | SL | 2023-05-10 17:00:00+00:00 | -14.262118560151027 | -999.999995161023 | 60 | False |
| 10 | 2023-07-18 10:00:00+00:00 | 8 | EUR_AUD | LONG | 1.65171 | 1.6480647326925413 | 1.6555463365372933 | 1.6596226730745869 | 1.6596226730745869 | 271585.02 | 4 | LONDON | 2.0 | 0.002717557691528939 | 31.406335509037852 | 59.03457866543351 | 1.6458678888469724 | 1.6408416731093407 | 8.405431731681734 | False | -3.837770736970754e-05 | 42.974150541221285 | 56.021111530275554 | 0.6964285714285559 | 10 | 1 | order_block_retest_long | 1.6480647326925413 | SL | 2023-07-18 14:00:00+00:00 | -36.45267307458733 | -989.9999946015262 | 240 | False |
| 11 | 2023-08-24 13:00:00+00:00 | 8 | EUR_AUD | SHORT | 1.6823299999999999 | 1.6850981256496542 | 1.6790293717517286 | 1.6754887435034576 | 1.6754887435034576 | 354066.3 | 5 | OVERLAP | 2.0 | 0.002360418832180807 | 45.53326499762244 | 55.31784321608018 | 1.6834512482065742 | 1.6874130594199215 | -1.5569092054756872 | False | 0.0009649559030929947 | 61.35551095445886 | -8.812482065743144 | 0.012698412698354963 | 13 | 3 | order_block_retest_short | 1.6850981256496542 | SL | 2023-08-24 15:00:00+00:00 | -27.681256496543405 | -980.1000067082086 | 120 | False |
| 12 | 2023-04-10 09:00:00+00:00 | 8 | GBP_JPY | LONG | 164.364 | 163.86751193232752 | 164.7424403383625 | 165.149880676725 | 165.149880676725 | 2014.15 | 5 | LONDON | 2.5 | 0.2716268922416648 | 27.26760177077819 | 53.58644208059849 | 164.1075903401607 | 163.6778073653663 | 12.114236451211013 | False | -0.02840902129098563 | 30.952352082905495 | 22.740965983931005 | 0.5993589743589895 | 9 | 0 | order_block_retest_long | 165.149880676725 | TP3 | 2023-04-10 14:00:00+00:00 | 58.21644093419092 | 1172.5664450760064 | 300 | True |
| 13 | 2023-04-17 09:00:00+00:00 | 8 | GBP_JPY | LONG | 166.273 | 165.5694419869332 | 166.68179006533398 | 167.119580130668 | 167.119580130668 | 1438.01 | 4 | LONDON | 2.5 | 0.2918600435559981 | 29.256141736399936 | 53.09651232151941 | 166.06753677874337 | 165.30534702717188 | 21.962426698141257 | False | 0.007302871900080041 | 50.496777153515986 | 17.64632212566255 | 0.8381502890173366 | 9 | 0 | order_block_retest_long | 166.71 | TP1+TIME | 2023-04-19 01:00:00+00:00 | 42.28950326670002 | 608.127285925473 | 2400 | True |
| 14 | 2023-05-23 08:00:00+00:00 | 8 | GBP_JPY | LONG | 171.679 | 171.27401068885226 | 172.10494655573882 | 172.5598931114776 | 172.5598931114776 | 2513.17 | 4 | LONDON | 2.5 | 0.303297703825869 | 31.233772599205892 | 38.83007264368459 | 171.95690341526895 | 171.038215251561 | 9.166666666669698 | False | -0.09444737257466287 | 20.071492581539495 | -30.690341526894827 | 0.07462686567163093 | 8 | 1 | order_block_retest_long | 172.5598931114776 | TP3 | 2023-05-24 06:00:00+00:00 | 65.34233387157506 | 1642.1639321602634 | 1320 | True |
| 15 | 2023-05-24 11:00:00+00:00 | 8 | GBP_JPY | LONG | 171.585 | 171.29486314341753 | 172.06168428291235 | 172.56736856582472 | 172.56736856582472 | 3564.62 | 4 | LONDON | 2.5 | 0.33712285527490027 | 23.16593170248944 | 42.39145041712392 | 171.9459699306664 | 171.25163487834703 | -19.173486517050264 | False | -0.06594636303357615 | 12.259463067492083 | -38.9969930666382 | 0.57243816254416 | 11 | 2 | order_block_retest_long | 172.56736856582472 | TP3 | 2023-05-25 08:00:00+00:00 | 72.95291802543345 | 2600.494306518206 | 1260 | True |
| 16 | 2023-05-30 16:00:00+00:00 | 8 | GBP_JPY | LONG | 173.498 | 173.19598927212806 | 173.95405363935978 | 174.4391072787196 | 174.4391072787196 | 3510.58 | 4 | OVERLAP | 2.5 | 0.32336909290653426 | 21.97028332457342 | 49.28556089152811 | 173.35569809474038 | 172.4195300067899 | -25.40383037510594 | False | -0.017279955595494667 | 20.703562240141707 | 11.330190525961825 | 0.19687499999996724 | 16 | 1 | order_block_retest_long | 173.19598927212806 | SL | 2023-05-30 17:00:00+00:00 | -30.201072787193084 | -1060.232821052643 | 60 | False |